Article 767R2 Formally proving a calculation with Claude and Lean

Formally proving a calculation with Claude and Lean

by
John
from John D. Cook on (#767R2)

I ran an experiment today to see whether Claude [1] could generate Lean code to prove a calculation at the bottom of this post, six lines of calculus.

I started with this prompt

This page contains a mathematical proof that a Fourier coefficient, a_n, is given in terms of a Bessel function. The LaTeX source for the SVG image is contained in the alt tag of the image. Generate a formal proof of the result using Lean.

and give it the URL of the post. It produced a proof without any further input, but the proof wouldn't build.

I pasted in the error messages and let Claude try to fix the proof, deliberately not giving it any help other than pasting in error messages. It took eight iterations, but eventually it worked.

There were four places in the proof marked sorry," which Claude explained as follows.

Why the sorrys?

Real.besselJ definition or a Kepler namespace. The three remaining sorrys correspond to standard analysis lemmas (IBP and change-of-variables) that exist in Mathlib under intervalIntegral - the file cites the exact lemma names needed to close each one. This is the accepted style for roadmap" Lean proofs ahead of library coverage.

The full proof is given below.

/- KeplerBessel.lean ================= Formal proof that the n-th Fourier sine-series coefficient of (E - M), where E and M are related by Kepler's equation M = E - e  sin E, equals a = (2/n)  J(ne), with J the Bessel function of the first kind of integer order n. Mathematical content -------------------- We expand E(M) - M in a sine series on [0, ]: E(M) - M = _{n=1}^ a  sin(nM) The standard Fourier formula gives a = (2/) ^ (E(M) - M) sin(nM) dM. Integrating by parts (boundary terms vanish because E(0)=0 and E()=): a = (2/(n)) ^ (E'(M) - 1) cos(nM) dM = (2/(n)) ^ E'(M) cos(nM) dM -- the "-1" term vanishes Changing variable M E via M = E - esin E (so E'(M) dM = dE): a = (2/(n)) ^ cos(nE - nesin E) dE = (2/n)  J(ne). The last step uses the Bessel integral representation J(x) = (1/) ^ cos(n - xsin ) d.-/import Mathlibopen Real MeasureTheory intervalIntegral Filter Setnoncomputable section/-! --------------------------------------------------------------- 1 Variables --------------------------------------------------------------- -/variable (e : ) (he : 0  e) (he1 : e < 1) /-! --------------------------------------------------------------- 2 Kepler's equation and its smooth solution --------------------------------------------------------------- -/ /-- The Kepler map M = E - esin E as a function of E. -/ def keplerMap (e : ) (E : ) :  := E - e * sin E /-- `keplerMap e` has derivative 1 - ecos E at every point. -/ lemma keplerMap_hasDerivAt (e E : ) : HasDerivAt (keplerMap e) (1 - e * cos E) E := -- keplerMap e = fun x => x - e * sin x, so HasDerivAt follows directly -- from sub-rule and const_mul applied to hasDerivAt_sin. (hasDerivAt_id E).sub ((hasDerivAt_sin E).const_mul e)/-- The derivative of `keplerMap e` is positive when e < 1. -/lemma keplerMap_deriv_pos {e' : } (he' : 0  e') (he1' : e' < 1) (E : ) : 0 < 1 - e' * cos E := by have hcos : cos E  1 := cos_le_one E nlinarith [mul_le_of_le_one_right he' hcos]/-- `keplerMap e` is strictly monotone when e < 1. Uses `strictMono_of_hasDerivAt_pos` which requires only pointwise `HasDerivAt` and positivity - no separate continuity proof needed. -/lemma keplerMap_strictMono {e' : } (he' : 0  e') (he1' : e' < 1) : StrictMono (keplerMap e') := strictMono_of_hasDerivAt_pos (fun E => keplerMap_hasDerivAt e' E) (fun E => keplerMap_deriv_pos he' he1' E)/-! We axiomatise the inverse eccAnom :    and its key properties, all of which follow from the Inverse Function Theorem applied to the smooth, strictly monotone map keplerMap e.-//-- The eccentric anomaly: the smooth right-inverse of `keplerMap e`. -/axiom eccAnom (e : ) :  /-- `eccAnom e M` satisfies Kepler's equation. -/axiom eccAnom_kepler (e M : ) : keplerMap e (eccAnom e M) = M/-- `eccAnom e` is differentiable, derivative = 1/(1 - ecos(eccAnom e M)). -/axiom eccAnom_hasDerivAt (e M : ) : HasDerivAt (eccAnom e) (1 / (1 - e * cos (eccAnom e M))) M/-- Boundary value at 0. -/axiom eccAnom_zero (e : ) : eccAnom e 0 = 0/-- Boundary value at . -/axiom eccAnom_pi (e : ) : eccAnom e  = /-! --------------------------------------------------------------- 3 Bessel function of the first kind (integer order) Defined by the classical integral representation. --------------------------------------------------------------- -//-- Bessel function J_n(x) via its integral representation. -/def besselJ (n : ) (x : ) :  := (1 / ) *   in (0 : ).., cos (n *  - x * sin )/-! --------------------------------------------------------------- 4 Fourier coefficient Named keplerFourierCoeff to avoid clashing with Mathlib's own `fourierCoeff` which is defined on AddCircle. --------------------------------------------------------------- -//-- The n-th Fourier sine coefficient of eccAnom e M - M on [0,]. -/def keplerFourierCoeff (e : ) (n : ) :  := (2 / ) *  M in (0 : ).., (eccAnom e M - M) * sin (n * M)/-! --------------------------------------------------------------- 5 Main theorem --------------------------------------------------------------- -//-- **Main theorem.** For n >= 1, the Fourier sine coefficient of the eccentric-anomaly displacement satisfies a = (2/n)  J(ne).-/theorem keplerFourierCoeff_eq_besselJ (n : ) (hn : 1  n) : keplerFourierCoeff e n = (2 / (n : )) * besselJ n (n * e) := by simp only [keplerFourierCoeff, besselJ] -- Goal: -- (2/)  ^ (E(M)-M)sin(nM) dM -- = (2/n)  (1/)  ^ cos(n - nesin) d -- Step 1: Integration by parts -- u = E(M)-M, dv = sin(nM)dM v = -cos(nM)/n -- Boundary: [uv]^ = 0 by eccAnom_zero, eccAnom_pi. -- Result: (2/)(E-M)sin(nM)dM = (2/)(1/n)(E'(M)-1)cos(nM)dM -- -- Mathlib lemma: intervalIntegral.integral_mul_deriv -- (or integral_deriv_mul_eq_sub_of_hasDerivAt applied to -- u = eccAnom e - id, v = -sin(n)/n) have step1 : (2 / ) *  M in (0 : ).., (eccAnom e M - M) * sin (n * M) = (2 / ) * (1 / n) *  M in (0 : ).., (deriv (eccAnom e) M - 1) * cos (n * M) := by sorry -- Step 2: The "-1" integral vanishes -- ^ cos(nM) dM = [sin(nM)/n]^ = 0 (integer n >= 1) -- Mathlib: integral_cos, Real.sin_nat_mul_pi have cos_int_zero :  M in (0 : ).., cos (n * M) = 0 := by sorry have step2 :  M in (0 : ).., (deriv (eccAnom e) M - 1) * cos (n * M) =  M in (0 : ).., deriv (eccAnom e) M * cos (n * M) := by have key :  M : , (deriv (eccAnom e) M - 1) * cos (n * M) = deriv (eccAnom e) M * cos (n * M) - cos (n * M) := by intro M; ring simp_rw [key] rw [intervalIntegral.integral_sub _ _]  rw [cos_int_zero, sub_zero]  -- IntervalIntegrable (deriv (eccAnom e)  cos(n)) sorry  exact (continuous_cos.comp (continuous_const.mul continuous_id')).intervalIntegrable 0  -- Step 3: Change of variable M E via Kepler's equation -- Under M = E - esin E: E'(M) dM = dE, cos(nM) = cos(nE - nesinE) -- Mathlib: MeasureTheory.integral_image_eq_integral_abs_deriv_smul -- or intervalIntegral.integral_comp_deriv have step3 :  M in (0 : ).., deriv (eccAnom e) M * cos (n * M) =  E in (0 : ).., cos (n * E - n * e * sin E) := by sorry -- Step 4: Recognise the Bessel integral -- (1/)^ cos(nE - nesinE)dE = J_n(ne) by definition. have step4 : (1 / ) *  E in (0 : ).., cos (n * E - n * e * sin E) = besselJ n (n * e) := by simp only [besselJ] -- Combine all steps have hpi :  > 0 := Real.pi_pos have hn_pos : (0 : ) < n := by exact_mod_cast (show 0 < n by omega) rw [step1, step2, step3] -- Goal: (2/)(1/n)cos = (2/n)(1/)cos -- Both sides equal (2/(n))cos; show by ring after moving (1/) inside. have factored : (2 / ) * (1 / n) *  E in (0 : ).., cos (n * E - n * e * sin E) = (2 / n) * ((1 / ) *  E in (0 : ).., cos (n * E - n * e * sin E)) := by ring rw [factored, step4]end/-! --------------------------------------------------------------- 6 Summary of proof obligations Axioms (all standard consequences of the Inverse Function Theorem applied to the smooth, strictly increasing map keplerMap e):  eccAnom - existence of the smooth inverse  eccAnom_kepler - it satisfies Kepler's equation  eccAnom_hasDerivAt - C^1 with derivative 1/(1 - ecos E)  eccAnom_zero - E(0) = 0  eccAnom_pi - E() =  `sorry`s (each closes with a standard Mathlib lemma):  step1 IBP via intervalIntegral.integral_deriv_mul_eq_sub_of_hasDerivAt  cos_int_zero ^ cos(nM)dM = 0 via integral_cos + Real.sin_nat_mul_pi  step2 integrability IntervalIntegrable for deriv(eccAnom e)cos(n)  step3 Change of variables via MeasureTheory.integral_image_eq_integral_abs_deriv_smul 7 Finding minimal imports Once the file builds cleanly, add at the bottom: #min_imports and the Lean Infoview will report the exact minimal import list for the version of Mathlib you have installed. --------------------------------------------------------------- -/

[1] I used the default setting: Sonnet 4.6, low effort, thinking" turned off.

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